-5.8%
XLC vs KEY
+29.6%
-35.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.2% |
| 7D | +1.8% | +1.7% | +0.1% | +1.4% |
| 30D | -6.0% | +6.8% | -12.7% | -7.3% |
| 3M | -6.0% | -5.8% | -0.2% | -5.0% |
| 6M | -9.1% | +1.4% | -10.5% | -9.3% |
| YTD | -10.0% | +7.5% | -17.5% | -11.8% |
| 1Y | -5.8% | +29.6% | -35.4% | -11.3% |
| All | -5.8% | +29.6% | -35.4% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling